My friend Mark Glickman (I call him Glickman; Andrew calls him Smiley) has some fun statistical song parodies. When I was taking Bayesian Data Analysis in graduate school, he came in as a guest lecturer one day and sang them for our class. It was really fun–I don’t think there’s anywhere near enough silliness in most statistics classes. Click here for some music and lyrics.
There is also a related collection of funny Statistics T-Shirts derived from a <a href="http://groups.google.com/group/sci.stat.edu/tree/browse_frm/thread/2b6d2176c081a77d/f50cbd6c4072c121?rnum=1&q=t-shirt+statistics&_done=%2Fgroup%2Fsci.stat.edu%2Fbrowse_frm%2Fthread%2F2b6d2176c081a77d%2F7a048055f9696390" rel="nofollow">sci.stat.math discussion. One can also find <a href="http://www.btinternet.com/~se16/hgb/statjoke.htm" rel="nofollow">statistics jokes, <a href="http://www2.isye.gatech.edu/~brani/isyebayes/jokes.html" rel="nofollow">Bayesian fun, and Gary C. Ramseyer's collection of <a href="http://www.ilstu.edu/~gcramsey/FunArchives.html" rel="nofollow">many <a> funny <a href="http://www.ilstu.edu/~gcramsey/Pearson.html" rel="nofollow">statistics <a>jokes.
That is a whole bunch of awesome on one webpage.